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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
69
Theory
69
USA
31
United States
31
Option pricing theory
27
Optionspreistheorie
27
Portfolio selection
16
Portfolio-Management
16
Yield curve
16
Zinsstruktur
16
Commodity derivative
15
Real options analysis
15
Realoptionsansatz
15
Rohstoffderivat
15
Volatility
15
Derivat
14
Derivative
14
Volatilität
14
CAPM
11
Commodity exchange
11
Warenbörse
11
Stochastic process
9
Climate change
8
Commodity price
8
Investitionsentscheidung
8
Klimawandel
8
Oil price
8
Risikoprämie
8
Risk premium
8
Rohstoffpreis
8
Ölpreis
8
Estimation
7
Firm valuation
7
Greenhouse gas emissions
7
Index futures
7
Index-Futures
7
Investment decision
7
Real options
7
Schätzung
7
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8
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4
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4
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3
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3
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1
Mehrbändiges Werk
1
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1
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1
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English
9
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Schwartz, Eduardo S.
9
Cortazar, Gonzalo
2
Račev, Svetlozar T.
2
Tokat, Yesim
2
Afik, Zvika
1
Levin, Alexander
1
Miltersen, Kristian R.
1
Moon, Mark A.
1
Tchernister, Alexander
1
Zozaya-Gorostiza, Carlos
1
Zwilling, Eran
1
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Handbook of heavy tailed distributions in finance
2
Journal of energy finance & development
2
Energy economics
1
Journal of economic dynamics & control
1
Managerial and decision economics : MDE ; the international journal of research and progress in management economics
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Publications from Department of Management
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ECONIS (ZBW)
9
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1
Assessment of rapid growth ventures, an extension of Schwartz and Moon model
Afik, Zvika
;
Zwilling, Eran
- In:
Managerial and decision economics : MDE ; the …
39
(
2018
)
1
,
pp. 107-114
Persistent link: https://www.econbiz.de/10011969042
Saved in:
2
Valuing long-term commodity assets
Schwartz, Eduardo S.
- In:
Journal of energy finance & development
3
(
1998
)
2
,
pp. 85-99
Persistent link: https://www.econbiz.de/10001445708
Saved in:
3
Implementing a stochastic model for oil futures prices
Cortazar, Gonzalo
;
Schwartz, Eduardo S.
- In:
Energy economics
25
(
2003
)
3
,
pp. 215-238
Persistent link: https://www.econbiz.de/10001764802
Saved in:
4
Multifactor stochastic variance models in risk management : maximum entropy approach and lévy processes
Levin, Alexander
;
Tchernister, Alexander
;
Schwartz, …
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 443-480)
.
2003
Persistent link: https://www.econbiz.de/10001882183
Saved in:
5
Asset liability management : a review and some new results in the presence of heavy tails
Tokat, Yesim
;
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 509-546)
.
2003
Persistent link: https://www.econbiz.de/10001882195
Saved in:
6
Monte Carlo evaluation model of an undeveloped oil field
Cortazar, Gonzalo
;
Schwartz, Eduardo S.
- In:
Journal of energy finance & development
3
(
1998
)
1
,
pp. 73-84
Persistent link: https://www.econbiz.de/10001440011
Saved in:
7
Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R.
;
Schwartz, Eduardo S.
-
1997
Persistent link: https://www.econbiz.de/10000972817
Saved in:
8
Evaluating investments in disruptive technologies
Schwartz, Eduardo S.
;
Zozaya-Gorostiza, Carlos
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 463-486)
.
2002
Persistent link: https://www.econbiz.de/10001679465
Saved in:
9
The stable non-Gaussian asset allocation : a comparison with the classical Gaussian approach
Tokat, Yesim
;
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 937-969
Persistent link: https://www.econbiz.de/10001734458
Saved in:
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